+442.6%
AEIS vs TW
+221.1%
+221.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +3.0% | -2.3% | +5.3% | +3.7% |
| 30D | -14.6% | +3.9% | -18.6% | -15.8% |
| 3M | -12.4% | +5.7% | -18.1% | -15.5% |
| 6M | -15.0% | -14.5% | -0.4% | -11.5% |
| YTD | +34.3% | -0.9% | +35.2% | +31.2% |
| 1Y | +87.4% | -13.5% | +100.9% | +92.5% |
| 3Y | +139.8% | +25.0% | +114.8% | +101.9% |
| 5Y | +220.7% | +22.7% | +198.0% | +163.7% |
| All | +442.6% | +221.1% | +221.5% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling